On positive definite solutions of the family of matrix equations X + A*X-nA=Q

  • Authors:
  • Ivan G. Ivanov

  • Affiliations:
  • Faculty of Economics and Business Administration, Sofia University, Sofia, Bulgaria

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2006

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Abstract

The nonlinear matrix equation X + A*X-nA = Q and properties of its positive definite solutions are studied. Sufficient conditions for existence the minimal XS and special X1 positive definite solutions are derived and iterative procedures for computing these solution are discussed.